PCA Index Dashboard Examples#
This script was last run at 2024-03-15 13:38:47.451975+00:00 (UTC)
In US/Central Time, this is 2024-03-15 08:38:47.451975-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897586 | -0.476041 | 0.085536 | -0.007449 | 0.545793 | 0.254905 |
| 1997-01-03 | -0.885878 | -0.476041 | -0.156238 | 0.008071 | 0.745349 | 0.205752 |
| 1997-01-06 | -0.881975 | -0.476041 | -0.064821 | -0.015209 | 0.778223 | 0.269688 |
| 1997-01-07 | -0.881975 | -0.455211 | -0.129775 | -0.046249 | 0.837843 | 0.383288 |
| 1997-01-08 | -0.893683 | -0.455211 | -0.022721 | -0.085050 | 0.785884 | 0.496496 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-08 | -0.819530 | -1.475868 | -0.684292 | 1.870482 | 1.022912 | -0.227896 |
| 2024-03-11 | -0.819530 | -1.496697 | -0.626555 | 1.870482 | 0.924613 | -0.175573 |
| 2024-03-12 | -0.842947 | -1.507112 | -0.792549 | 1.816162 | 1.034636 | 0.037288 |
| 2024-03-13 | -0.862461 | -1.507112 | -0.803374 | 1.761842 | 1.065107 | 0.154222 |
| 2024-03-14 | -0.862461 | -1.475868 | -0.725189 | 1.761842 | 0.910982 | 0.154222 |
7187 rows × 6 columns
pc1
DATE
1997-01-02 -0.579083
1997-01-03 -0.685288
1997-01-06 -0.668169
1997-01-07 -0.704553
1997-01-08 -0.674195
...
2024-03-08 -1.510928
2024-03-11 -1.486488
2024-03-12 -1.590280
2024-03-13 -1.612290
2024-03-14 -1.547618
Name: PC1, Length: 7187, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()